﻿/*
 * QUANTCONNECT.COM - Democratizing Finance, Empowering Individuals.
 * Lean Algorithmic Trading Engine v2.0. Copyright 2014 QuantConnect Corporation.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
*/

using System;
using System.Collections.Generic;
using QuantConnect.Securities;

namespace QuantConnect.Data.UniverseSelection
{
    /// <summary>
    /// A universe implementing this interface will NOT use it's SubscriptionDataConfig to generate data
    /// that is used to 'pulse' the universe selection function -- instead, the times output by
    /// GetTriggerTimes are used to 'pulse' the universe selection function WITHOUT data.
    /// </summary>
    public interface ITimeTriggeredUniverse
    {
        /// <summary>
        /// Returns an enumerator that defines when this user defined universe will be invoked
        /// </summary>
        /// <returns>An enumerator of DateTime that defines when this universe will be invoked</returns>
        IEnumerable<DateTime> GetTriggerTimes(DateTime startTimeUtc, DateTime endTimeUtc, MarketHoursDatabase marketHoursDatabase);
    }
}